+126.5%
GLDM vs KEYS
+153.6%
-27.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +0.7% | +4.4% | -3.7% | +0.4% |
| 30D | +0.3% | -2.2% | +2.5% | +0.4% |
| 3M | +0.7% | +0.5% | +0.2% | +0.4% |
| 6M | -15.4% | +22.4% | -37.8% | -16.7% |
| YTD | +1.0% | +64.1% | -63.1% | -2.2% |
| 1Y | +19.7% | +97.0% | -77.2% | +14.9% |
| 3Y | +126.5% | +152.0% | -25.5% | +116.8% |
| All | +126.5% | +153.6% | -27.1% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling